Sentences with phrase «exhibit factor tilts»

Do broad (capitalization - weighted) stock market indexes exhibit factor tilts that may indicate concentrations in corresponding risks?

Not exact matches

However, although the latter varies significantly from cycle to cycle (as reflected in different cycle magnitudes varying by a factor of 2), the tilt angle exhibits roughly the same variations over all cycles, in accord with the idea of a regular cyclic behaviour (Suess et al. 1993; Cliver & Ling 2001; Alanko - Huotari et al. 2007), depending only on the solar cycle phase and not on its strength.